| 通貨ペア | USDCAD (United States Dollar vs. Canadian Dollar) |
| 期間 | 5分足(M5) 2010.01.04 00:00 - 2012.04.30 23:55 (2010.01.01 - 2012.05.01) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
| パラメーター | Account_Type=" ***** For Live Account *****"; MagicNo=12345; Lots=0.1; Leverage=15; Spread_Limit=6; Slippage_Limit=5; MaxPos=6; Average_Down=3; SL=90; TP=100; Trade_Period=34; |
|
| Bars in test | 174043 | Ticks modelled | 22448778 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 1618545.93 | Gross profit | 3427905.18 | Gross loss | -1809359.25 |
| Profit factor | 1.89 | Expected payoff | 777.03 | | |
| Absolute drawdown | 78.39 | Maximal drawdown | 409517.55 (20.39%) | Relative drawdown | 30.93% (5313.98) |
|
| Total trades | 2083 | Short positions (won %) | 1053 (73.03%) | Long positions (won %) | 1030 (78.54%) |
| Profit trades (% of total) | 1578 (75.76%) | Loss trades (% of total) | 505 (24.24%) |
| Largest | profit trade | 20017.12 | loss trade | -30628.84 |
| Average | profit trade | 2172.31 | loss trade | -3582.89 |
| Maximum | consecutive wins (profit in money) | 57 (261218.52) | consecutive losses (loss in money) | 9 (-67427.87) |
| Maximal | consecutive profit (count of wins) | 261218.52 (57) | consecutive loss (count of losses) | -73204.37 (6) |
| Average | consecutive wins | 6 | consecutive losses | 2 |